Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 148'122 CHF | 52'374 CHF | 92.03% | 92.03% |
10.05.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 166'575 CHF | 58'525 CHF | 96.37% | 96.37% |
08.05.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 180'795 CHF | 63'265 CHF | 99.01% | 99.01% |
07.05.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 722'981 | 240'994 | 227'138 CHF | 78'123 CHF | 99.57% | 99.57% |
06.05.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 682'385 | 227'462 | 222'355 CHF | 76'393 CHF | 97.12% | 97.12% |
03.05.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 609'738 | 203'246 | 209'689 CHF | 71'929 CHF | 99.30% | 99.30% |
02.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'162 CHF | 75'721 CHF | 99.36% | 99.36% |
30.04.2024 | 3.05% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 724'392 | 241'464 | 233'539 CHF | 80'261 CHF | 99.41% | 99.41% |
29.04.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'894 CHF | 70'965 CHF | 98.18% | 98.18% |
26.04.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'602 CHF | 75'534 CHF | 99.02% | 99.02% |